+6.5%
IEMG vs FLNC
-74.3%
+80.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -15.9% | +10.3% | -4.1% |
| 7D | -7.4% | -16.3% | +8.9% | -5.9% |
| 30D | -14.9% | -36.6% | +21.7% | -11.3% |
| 3M | -11.6% | -64.2% | +52.6% | -3.2% |
| 6M | -11.1% | -59.9% | +48.8% | -3.3% |
| YTD | +6.0% | -74.2% | +80.3% | +16.9% |
| 1Y | +6.5% | -75.4% | +81.9% | +17.2% |
| All | +6.5% | -74.3% | +80.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling